Geometric information of scenes available with four dimensional (4-D) light fields (LFs) pave the way for post-capture refocusing. Light filed refocusing methods proposed so far have been limited to a single planar or a volumetric region of a scene. In this paper, we demonstrate simultaneous refocusing of multiple volumetric regions in LFs. To this end, we employ a 4-D sparse finite-extent impulse response (FIR) filter consisting of multiple hyperfan-shaped passbands. We design the 4-D sparse FIR filter as an optimal filter in the least-squares sense. Experimental results confirm that the proposed filter provides 64% average reduction in computational complexity with negligible degradation in the fidelity of multi-volumetric refocused LFs compared to a 4-D nonsparse FIR filter.